As far as art supplies, I think that provided you have some very basic items (crayons, white paper, colored paper, glue, finger paints), you can just leave some cash for the nanny and let her know that that is what it's for and she can purchase more as she needs it for a specific project (e.g., getting stickers for a seasonal holiday gift for a friend or grandparent, getting ingredients for homemade Plato, that sort of thing).
If she will be starting in the spring, then the first thing I would do would be to provide a zoo membership. If she is starting in cold-weather months, then I would say that something more indoor focused like a local gym that's has some open play times would be a better choice. Do you have an Our Kids membership? If you are in the DC area, then that is an awesome resource for free or pay-as-you-go activities.